Zero lower bound term structure modeling : a practitioner's guide /: a practitioner's guide. (2015)

• Record Type: Book
• Further Information: Note: Leo Krippner.
• Authors: Krippner, Leo
• Other Names: Palgrave Connect (Online service)
• Contents: Chapter 1: Introduction -- Chapter 2: A New Framework for a New Environment -- Chapter 3: Gaussian Affine Term Structure Models -- Chapter 4: Krippner Framework for ZLB Term Structure Modeling -- Chapter 5: Black Framework for ZLB Term Structure Modeling -- Chapter 6: K-ANSM Foundations and "Effective Monetary Stimulus" -- Chapter 7: Monetary Policy Applications -- Chapter 8: Financial Market Applications -- Chapter 9: Conclusions and Future Research Directions -- Appendix A: Matrix Notation.
• Publisher Details: New York, NY : Palgrave Macmillan
• Publication Date: 2015
• Extent: 1 online resource (xxviii, 409 pages)
• Subjects: 339.5/30151953; Economics; Finance -- Mathematical models; Structural equation modeling; Economics, Mathematical; Management science; Macroeconomics; Financial engineering; Statistics; Finance, Public; BUSINESS & ECONOMICS -- Finance; BUSINESS & ECONOMICS -- Public Finance; BUSINESS & ECONOMICS -- Statistics; Economics, Mathematical; Finance -- Mathematical models; Structural equation modeling; Business & Economics -- Statistics; Business & Economics -- Corporate Finance; Finance; Probability & statistics; Public finance; Corporate finance; Business & Economics -- Economics -- Macroeconomics; Macroeconomics; Electronic books
• Languages: English
• ISBNs: 9781137401823; 1137401826; 1137408324; 9781137408327
• Related ISBNs: 9781137408327
• Notes: Note: Includes bibliographical references and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.